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State Street Financial Select Sector SPDR ETF XLF

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Market dataready · fetched 2026-10-15T20:35:27.953Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:34:04.356390368Z

FundamentalsAlpha Vantage · ready

Share price$55.29
1D+0.7%
AH$54.63$54.83$55.02$55.22$55.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXLF
Sold putSold callAH

State Street Financial Select Sector SPDR ETF options

Live interpolated XLF call and put midpoint premiums by absolute delta.State Street Financial Select Sector SPDR ETF$0.00$1.01$2.02$3.03$4.03$52.18$54.08$55.97$57.86$59.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $55.29OPTION PRICELive XLF spot · $55.29XLF PRICE$1.08$2.29$1.56$0.12$0.16$0.19$0.22$0.26$0.29$0.33$0.36$1.47$3.74$0.07$0.08$0.23$0.65$1.05$1.44$1.84$2.24$2.27$1.36$0.46$2.64$2.57
PutsExpensive5.91×
CallsExpensive6.58×
SkewBullish-47.65 pp
Implied moveBearish±$2.07
TiltBearish16.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.06367.4%21.4%54.6322.3%1.3%
25Δ71.95614.3%34.3%54.8420.0%1.0%
30Δ64.89384.2%20.2%54.7340.2%1.4%
35Δ55.5017.8%0.6%54.7873.1%2.1%
40Δ55.4317.7%0.5%55.1491.4%2.2%
45Δ55.3717.6%0.5%55.51109.8%2.2%
50Δ55.3017.6%0.4%55.87128.1%2.3%
55Δ55.2317.5%0.4%56.24146.5%2.3%
60Δ55.1717.4%0.3%56.38142.6%2.1%
65Δ55.1017.3%0.3%55.9883.8%1.2%
70Δ55.0317.2%0.2%55.5825.1%0.3%
75Δ54.0256.0%0.3%57.49106.1%0.8%
80Δ51.96137.3%0.7%57.5790.9%0.5%

20Δ

Calls
Pseudo strike
66.06
IV
367.4%
B/E move
21.4%
Puts
Pseudo strike
54.63
IV
22.3%
B/E move
1.3%

25Δ

Calls
Pseudo strike
71.95
IV
614.3%
B/E move
34.3%
Puts
Pseudo strike
54.84
IV
20.0%
B/E move
1.0%

30Δ

Calls
Pseudo strike
64.89
IV
384.2%
B/E move
20.2%
Puts
Pseudo strike
54.73
IV
40.2%
B/E move
1.4%

35Δ

Calls
Pseudo strike
55.50
IV
17.8%
B/E move
0.6%
Puts
Pseudo strike
54.78
IV
73.1%
B/E move
2.1%

40Δ

Calls
Pseudo strike
55.43
IV
17.7%
B/E move
0.5%
Puts
Pseudo strike
55.14
IV
91.4%
B/E move
2.2%

45Δ

Calls
Pseudo strike
55.37
IV
17.6%
B/E move
0.5%
Puts
Pseudo strike
55.51
IV
109.8%
B/E move
2.2%

50Δ

Calls
Pseudo strike
55.30
IV
17.6%
B/E move
0.4%
Puts
Pseudo strike
55.87
IV
128.1%
B/E move
2.3%

55Δ

Calls
Pseudo strike
55.23
IV
17.5%
B/E move
0.4%
Puts
Pseudo strike
56.24
IV
146.5%
B/E move
2.3%

60Δ

Calls
Pseudo strike
55.17
IV
17.4%
B/E move
0.3%
Puts
Pseudo strike
56.38
IV
142.6%
B/E move
2.1%

65Δ

Calls
Pseudo strike
55.10
IV
17.3%
B/E move
0.3%
Puts
Pseudo strike
55.98
IV
83.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
55.03
IV
17.2%
B/E move
0.2%
Puts
Pseudo strike
55.58
IV
25.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
54.02
IV
56.0%
B/E move
0.3%
Puts
Pseudo strike
57.49
IV
106.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
51.96
IV
137.3%
B/E move
0.7%
Puts
Pseudo strike
57.57
IV
90.9%
B/E move
0.5%